Sliced average variance estimation for multivariate time series

Statistics - A Journal of Theoretical and Applied Statistics, Volume 53, 2019 - Issue 3

Author(s):

Markus Matilainen

University of Turku

Christophe Croux

EDHEC Business School

K. Nordhausen

Vienna University of Technology

H. Oja

University of Turku

Statistics - A Journal of Theoretical and Applied Statistics, Volume 53, 2019 - Issue 3

Type: Academic publication
Date: le 02/03/2020
Source : Statistics - A Journal of Theoretical and Applied Statistics

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